Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52110.17 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47933.84 Kr¶

PnL: ---------------------------------------> -992.66 Kr¶

DD now: ---------------------------------> -1.902 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 17:26:30.738132'

Anic Portfolio¶

Today¶

Return: -0.394 %¶

This Week¶

Return: -0.394 %¶

Total portfolio value¶

Return including deposits: 70.595 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.800000 880.500000 35.500000 4.200000 845.000001
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
Biotage 4 0.840000 623.600000 20.600000 3.420000 603.000000
Svolder B 35 1.620000 2191.000000 17.500000 0.810000 2173.500000
BHG Group 49 -6.260000 653.170000 14.170000 2.220000 638.999984
Vitrolife 3 2.220000 690.600000 13.600000 2.010000 677.000001
Addtech B 3 1.450000 713.400000 13.400000 1.910000 699.999999
SynAct Pharma 9 -2.540000 657.000000 12.000000 1.860000 645.000003
Embracer Group B 26 -0.100000 673.400000 11.400000 1.720000 661.999988
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Fortnox 10 4.570000 676.600000 8.600000 1.290000 668.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
NCC B 7 -0.210000 657.300000 3.300000 0.500000 653.999997
Volati 5 -3.040000 575.000000 1.000000 0.170000 574.000000
NCC A 6 2.040000 600.000000 1.000000 0.170000 598.999998
Sdiptech B 3 -0.800000 822.600000 0.600000 0.070000 822.000000
Nolato B 12 -1.730000 646.800000 -1.200000 -0.190000 648.000000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 0.630000 649.650000 -8.350000 -1.270000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
Lime Technologies 2 -2.190000 581.000000 -12.000000 -2.020000 593.000000
BONESUPPORT HOLDING 10 -1.700000 1212.000000 -12.000000 -0.980000 1224.000000
Humana 40 2.240000 657.600000 -16.400000 -2.430000 674.000000
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Investor A 16 0.510000 3473.600000 -71.400000 -2.010000 3545.000000
Gaming Innovation Group 161 1.590000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 40 -1.630000 3756.400000 -159.600000 -4.080000 3916.000000
Sedana Medical 135 -5.910000 4168.800000 -162.200000 -3.750000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47933.840000 -992.660000 -1.90168% 48926.499863

Updated:¶

'2023-06-13 17:26:47.898329'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶